Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.78% | 102.70 % | 103.50 % | 500'000 | 500'000 | 494'623 | 494'623 | 507'967 CHF | 511'946 CHF | 98.59% | 98.59% |
12.07.2024 | 0.78% | 102.60 % | 103.40 % | 500'000 | 500'000 | 499'416 | 499'416 | 512'399 CHF | 516'397 CHF | 100.00% | 100.00% |
11.07.2024 | 0.98% | 102.40 % | 103.40 % | 500'000 | 500'000 | 495'484 | 495'484 | 507'988 CHF | 512'961 CHF | 100.00% | 100.00% |
10.07.2024 | 0.97% | 102.60 % | 103.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 513'145 CHF | 518'145 CHF | 100.00% | 100.00% |
09.07.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 499'289 | 499'289 | 511'770 CHF | 515'767 CHF | 99.59% | 99.59% |
08.07.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 499'875 | 499'875 | 512'652 CHF | 516'651 CHF | 100.00% | 100.00% |
05.07.2024 | 0.78% | 102.50 % | 103.30 % | 500'000 | 500'000 | 498'095 | 498'095 | 510'508 CHF | 514'501 CHF | 96.58% | 96.58% |
04.07.2024 | 0.78% | 102.40 % | 103.20 % | 500'000 | 500'000 | 497'788 | 497'788 | 509'683 CHF | 513'674 CHF | 99.45% | 99.45% |
03.07.2024 | 0.78% | 102.30 % | 103.10 % | 500'000 | 500'000 | 498'731 | 498'731 | 509'877 CHF | 513'872 CHF | 100.00% | 100.00% |
02.07.2024 | 0.79% | 101.80 % | 102.60 % | 500'000 | 500'000 | 497'711 | 497'711 | 506'633 CHF | 510'624 CHF | 100.00% | 100.00% |